6 citations · 11 across the 6 of their papers we have counts for
3 papers · 1 filter
Powerful nonparametric checks for quantile regression
Samuel Maistre, Pascal Lavergne, Valentin Patilea
We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which…
A Significance Test for Covariates in Nonparametric Regression
Pascal Lavergne, Samuel Maistre, Valentin Patilea
We consider testing the significance of a subset of covariates in a nonparametric regression. These covariates can be continuous and/or discrete. We propose a new kernel-based test…
Data-driven rate-optimal specification testing in regression models
Emmanuel Guerre, Pascal Lavergne
We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter un…